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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
BATPK 2019-1A CLO C BATPK 2019-1ABB+ (sf)N/A10.92108.3114.21.05105202.11.9204/07/22
BATPK 2019-1A CLO D BATPK 2019-1ABB- (sf)N/A7.1105.1109.61.04   04/07/22
CGMS 2013-1A CLO BRR CGMS 2013-1AAA- (sf)A15.56115.2121.21.05115267.72.3304/07/22
CGMS 2016-1A CLO BR2 CGMS 2016-1AA (sf)N/A16.2114.8122.51.07115290.82.5304/07/22
CGMS 2016-2A CLO B CGMS 2016-2AAA+ (sf)N/A14.4113.71191.05115276.62.4104/07/22
BRIST 2016-1A CLO AR BRIST 2016-1AAAA (sf)AAA32.94121.6130.21.07120368.63.0704/07/22
BRIST 2016-1A CLO BR BRIST 2016-1AAAA (sf)AA21.59121.6130.21.07120368.63.0704/07/22
BRIST 2016-1A CLO CR BRIST 2016-1AA+ (sf)A15.4114120.71.06110325.22.9604/07/22
BRIST 2016-1A CLO DR BRIST 2016-1ABB+ (sf)BBB-9.5107.6112.81.05105279.52.6604/07/22
BRIST 2016-1A CLO ER BRIST 2016-1ABB- (sf)BB-4.83103.4107.31.04   04/07/22
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA23.86124.7134.71.081203252.7104/07/22
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA32.29113.8119.31.05115235.12.0404/07/22
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A20.79113.8119.31.05115235.12.0404/07/22
CGMS 2012-3A CLO BR2 CGMS 2012-3AA (sf)N/A14.43113.8119.31.05115235.12.0404/07/22
CGMS 2015-5A CLO BRR CGMS 2015-5AA+ (sf)A16.44117.7122.81.04115301.32.6204/07/22
CGMS 2012-4A CLO BR3 CGMS 2012-4AAAA (sf)N/A23.13121.6129.91.07120333.92.7804/07/22
CGMS 2015-4A CLO BR CGMS 2015-4AA+ (sf)A15.49117.3122.61.051152532.204/07/22
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A13.52114.4119.91.05115291.62.5404/07/22
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A30.72114.2118.91.04115322.62.8104/07/22
CGMS 2017-3A CLO BR CGMS 2017-3AA+ (sf)N/A12.96114.2118.91.04115322.62.8104/07/22
CGMS 2017-4A CLO B CGMS 2017-4AA+ (sf)A15.49115.2121.11.05110305.42.7804/07/22
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA30.36113.5119.51.05115294.72.5604/07/22
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A13.55113.5119.51.05115294.72.5604/07/22
CGMS 2018-1A CLO B CGMS 2018-1AA+ (sf)A15.96116.4123.11.06115320.92.7904/07/22
CGMS 2018-2A CLO B CGMS 2018-2AA+ (sf)N/A15.32114120.61.06115293.62.5504/07/22
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA32.36116.3122.91.06115293.52.5504/07/22
CGMS 2018-3A CLO B CGMS 2018-3AA+ (sf)A16.92116.3122.91.06115293.52.5504/07/22
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA32.92115.2122.81.07115277.32.4104/07/22
CGMS 2018-4A CLO B CGMS 2018-4AA+ (sf)A16.24115.2122.81.07115277.32.4104/07/22
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA32.57116.4123.51.06115302.42.6304/07/22
CGMS 2019-1A CLO BR CGMS 2019-1AA+ (sf)A16.57116.4123.51.06115302.42.6304/07/22
CGMS 2019-3A CLO BR CGMS 2019-3AA+ (sf)N/A15.941141221.07115290.22.5204/07/22
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA22.31123.4133.21.08120309.32.5804/07/22
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA23.42124.1134.71.09120308.42.5704/07/22
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+23.68124.8135.21.081203272.7304/07/22
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A21.47121.6129.71.07120299.12.4904/07/22
CATLK 2013-1A CLO BR CATLK 2013-1AA+ (sf)N/A13.28112117.61.05112.5270.72.4104/07/22
CATLK 2015-2A CLO BRR CATLK 2015-2AAAA (sf)N/A21.1121.7128.31.05120356.42.9704/07/22
CATLK 2016-4A CLO BR CATLK 2016-4AAAA (sf)N/A20.25122128.41.05120257.12.1404/07/22
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A20.63121.6129.31.06120247.52.0604/07/22
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA31.66114.8120.61.05115308.22.6804/07/22
CATSK 2017-1A CLO B CATSK 2017-1AA+ (sf)A15.29114.8120.61.05115308.22.6804/07/22
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA24.88124.2134.31.08120320.12.6704/07/22
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA38.1121.6129.81.071202712.2604/07/22
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA30.88121.6129.81.071202712.2604/07/22
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA21.59121.6129.81.071202712.2604/07/22
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A15.71114.4120.71.061152422.104/07/22
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-9.52108112.51.04110206.81.8804/07/22
CBAM 2017-1A CLO E CBAM 2017-1ABB+ (sf)BB-5.09104.7107.21.02   04/07/22
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6130.51.07120256.22.1304/07/22